书目详细信息
： Statistics for finance /
书目信息 机读格式(MARC)
| ISBN： | 9781482228991 (hbk.) |
|---|---|
| ISBN： | 1482228998 (hbk.) |
| 编目源： | UMI UMI OCLCO OH1 CIBTC |
| 个人名称： | Lindstr?m, Erik. |
| 题名： | Statistics for finance / Erik Lindstr?m, Henrik Madsen, Jan Nygaard Nielsen. |
| 索书号： | F830-32/L751E |
| 出版发行项： | Boca Raton, FL : CRC Press, c2015. |
| 载体形态： | xvii, 365 p. : ill. ; 25 cm. |
| 书目附注： | Includes bibliographical references (p. 345-359) and index. |
| 格式化内容附注： | Fundamentals -- Discrete time finance -- Linear time series models -- Nonlinear time series models -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations -- Continuous-time security markets -- Stochastic interest rate models -- Term structure of interest rates -- Discrete time approximations -- Parameter estimation in discretely observed SDEs -- Inference in partially observed processes. |